Supported by tight interaction with on-satellite and on-vehicle sensing systems, a transferable roadway model is identified. Randomness-based features covering roadway pattern are extracted in satellite images and downloaded to individual vehicles as the reference model to activate adaptive road following process prior to physical access. The boundary of the roadway model is adapted to in situ feature distribution of unstructured objects to estimate the expansion of object free space in complex scene.

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We have developed a real-time speech visualization system called “KanNon”[1,2] which supports speech communication of hearing-impaired people. The KanNon system presents informations of the speech such as loudness, pitch, sound spectrogram and characters by speech recognition system in real-time. In the present KanNon system, a word-unit speech recongniton system using large scale dictionary is adopted. However, the KanNon system is required quick and simple display of speech contents for smooth communication. For this purpose, we applied phonemic speech recognition system. Also, we have already proposed Japanese 5 vowels (/a/, /i/, /u/, /e/, /o/) recognition methods, applying “Time-Delay Neural Network (TDNN)” [3] and statistical pattern recognition [4].However, correct recognition rate is about 85 percent shown in Tables 1, 2 which is not so high. In this paper, therefore, we attempt to obtain better spectral features for phenemic recognition, we apply the novel spectral estimation method called Burg-MCE[5] method combining Burg method and Minimum Cross Entropy method. We apply human auditory property to power spectrum estimated by Burg-MCE method, and carry out phonemic recognition by using statiscal pattern recognition.

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A set of Signals build on M-sequence, its preferred sequence and their anti-symmetric sequences takes a figures down one place from those of Gold sequences in error standard deviation of an acoustical positioning system. The system, which consists of several signal transmitters encircling the object, is Phase Reversal Keying (PRK) of a pseudo random sequence in discussion. The processor on the object detects the signals with the matched filter of complex absolute detection type being free from errors caused by unknown phase shift and estimates its position based on the Maximum A Posteriori (MAP) criterion.

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ICA (Independent Component Analysis) can estimate unknown source signals from their mixtures under the assumption that the source signals are statistically independent. However, in a real environment, the separation performance is often deteriorated because the number of the source signals is different from that of the sensors. In this paper, we propose an estimation method for the number of the sources based on the joint distribution of the observed signals under two-sensor configuration. From several simulation results, it is found that the number of the sources is coincident to that of peaks in the histogram of the distribution. The proposed method can estimate the number of the sources even if it is larger than that of the observed signals. The proposed methods have been verified by several experiments.

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One moves his articulatory organs, which consist with his tongue and his lip, to make a sound. A voice has particular spectrum corresponding to the shape of the articulatory organs when the voice is uttered; accordingly it can be recognized by its spectrum. For example, Japanese vowels can be recognized by its first formant and the second formant. So the voice spectrum analysis is effective to estimate the state of the articulatory organs.We can control the following four points of our articulatory organs to pronounce.

　　1) Level of top position of tongue

　　2) Position of articulation point of tongue.

　　3) Shape of lip.

　　4) Muscular tension level of tongue.

When we utter a voice of accustomed language, our articulatory organs move steady. But our articulatory organs fluctuate in uttering an unusual sound, such as a vowel of foreign language. We can hardly pronounce correctly non-native languages, because we cannot know the way to move our tongue and lip suitably. This fact causes our slowly progress about learning foreign language.

In this paper, we deal with the pronunciation correction while Japanese are learning English. The spectrum of English vowel is investigated during the pronunciation correction.

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In this article, we investigate an equilibrium price and volume for the weather derivative by using the utility indifference pricing approach. The underlying index of the derivative is not to be traded in the financial market, or is quite illiquid. So this derivative market is an incomplete. The indifference price method have been applied to evaluate derivatives in the incomplete market model up to now. We suppose that the market participant is the company and it trades weather derivatives. We derive the buyer's indifferece price and the seller's one for the derivative respectively, then we provide the equilibrium condition about the price and the traded amount, and also give the condition to settle transactions for the derivative. We also illustrate equilibrium prices and quantities, and effects of parameters (such as expected growth rate and volatilities of the buyer's business, etc.) on equilibrium values.

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We analyze a money demand function in long equilibrium relation that is defined by a cointegration property among (money, gdp, interest rate). A wide sense of money ”M₂ ＋ CD” consists of narrow money ”M₁” and wide one ”quasi currency ＋ CD”. Preceding researchers considered the relationship of (M₁, gdp, call rate), (M₂ ＋ CD, gdp, call rate) and (M₂ ＋ CD, gdp, spread interest rate), where call rate is a representative short-term interest rate and where spread is a difference between long-term interest rate and short-term one. It is obvious that M₁ should be coupled with short-term interest rate. We showed that quasi currency ＋ CD (denoted by q-money) should be considered by spread interest rate, and hence, rigorously speaking, M₂ ＋ CD should be coupled with two kinds of interest rates, i.e., short-term interest rate and spread one.

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The Malliavin-Thalmaier formula was introduced in [4] for use in Monte-Carlo simulation. But when this formula is applied directly for computer simulation, we show that it is unstable. We propose an approximation of the Malliavin-Thalmaier formula. First we prove the central limit theorem to obtain the values of the parameters in Monte-Carlo simulations which achieves a prescribed error level. To prove it, we need the order of the bias and variance of the approximation error. Next we give an idea of the optimal approximation parameter and constants, which is often used in the kernel density estimation method. Finally we apply the Malliavin-Thalmaier formula and the approximated version to some models in finance and compare their results.

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In this paper, we shall present a useful method to obtain the MEMM (minimal entropy martingale measure) for the typical geometric Lévy processes such as compound Poisson, stable, VG (Variance Gamma), CGMY(Carr-Geman-Madan-Yor), NIG(Normal Inverse Gaussian), etc., and moreover we shall apply the method to value the European call option and Asian call option.

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We consider a slight perturbation of the Hull-White short rate model and the resulting modified forward rate equation. We identify the model coefficients by using the martingale property of the normalized bond price. The forward rate and the system parameters are then estimated by using the maximum likelihood method coupled with the usual statistical technique.

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In this paper, we consider the pricing problem of the premium of a whole life insurance by using a model where (I) the health condition of each insured person is described by a two-state Markov chain, and (II) the insured may surrender the insurance according as her/his health condition and the premium. This is a toy model of the authors' general framework called “thermodynamical approach to insurance”.

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In this paper, we derive the Greeks of Asian option by Malliavin calculus and apply to replicate portfolios. We use four hedging strategies to make replicate portfolio and compare their hedging performances. Using real makert data, we verify their effectiveness.

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